Lectures are Tuesdays and Thursdays, 9:30am-11:00am, in DMP 201.

This is only approximate. As they become available there will be links to the slides (both PowerPoint and PDF).

Please note that the "print" script on the CS machines may strip out math fonts from the PDF, so you may want to use "pdf2ps" to manually convert to postscript before printing.

Date | Topic | Work |
---|---|---|

September 12 | Introduction; floating point (pdf) | |

September 14 | Interpolation in 1D; Radial Basis Functions (pdf) | |

September 19 | Introduction to numerical linear algebra (pdf) | Assignment 1 out |

September 21 | LU, Cholesky, Least Squares (pdf) | |

September 26 | QR, Moving Least Squares (pdf) | |

September 28 | PCA, SVD, Eigenproblems (pdf) | |

October 3 | Solving the Symmetric Eigenproblem (pdf) | |

October 5 | Time integration (pdf) | Assignment 1 due |

October 10 | More time integration | |

October 12 | More time integration | |

October 17 | Solving nonlinear systems, Symplectic time integration (pdf) | |

October 19 | The fast multipole method | |

October 24 | The poisson problem | |

October 26 | Finite differences | |

October 31 | Finite elements | |

November 2 | Mesh generation | |

November 7 | Mesh generation | |

November 9 | Sparse linear systems | |

November 14 | Sparse linear systems | |

November 16 | Hyperbolic PDEs | |

November 21 | Finite volumes | |

November 23 | Upwind discretization | |

November 28 | High resolution methods | |

November 30 | Review |